Stavros A. Zenios

According to our database, Stavros A. Zenios authored at least 78 papers between 1986 and 2021.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2021

Risk Management for Sustainable Sovereign Debt Financing.

Stavros A. Zenios, Andrea Consiglio, Marialena Athanasopoulou, Edmund Moshammer, Angel Gavilan, Aitor Erce

Oper. Res., 2021

2020

Integrated dynamic models for hedging international portfolio risks.

Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios

Eur. J. Oper. Res., 2020

2019

Preface: application of operations research to financial markets.

Ioannis Kyriakou, Athanasios A. Pantelous, Georgios Sermpinis, Stavros A. Zenios

Ann. Oper. Res., 2019

2018

Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances.

Somayyeh Lotfi, Stavros A. Zenios

Eur. J. Oper. Res., 2018

Portfolio diversification in the sovereign credit swap markets.

Andrea Consiglio, Somayyeh Lotfi, Stavros A. Zenios

Ann. Oper. Res., 2018

2009

Robust Optimization.

Stavros A. Zenios

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Stochastic Programming: Parallel Factorization of Structured Matrices.

Hercules Vladimirou, Stavros A. Zenios

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

2008

Feature Cluster: Operational Research for Risk Management.

Stavros A. Zenios, David Saunders

Eur. J. Oper. Res., 2008

A dynamic stochastic programming model for international portfolio management.

Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios

Eur. J. Oper. Res., 2008

Asset and liability modelling for participating policies with guarantees.

Andrea Consiglio, Flavio Cocco, Stavros A. Zenios

Eur. J. Oper. Res., 2008

2007

Credit risk optimization using factor models.

David Saunders, Costas Xiouros, Stavros A. Zenios

Ann. Oper. Res., 2007

Scenario optimization asset and liability modelling for individual investors.

Andrea Consiglio, Flavio Cocco, Stavros A. Zenios

Ann. Oper. Res., 2007

2005

On the simulation of portfolios of interest rate and credit risk sensitive securities.

Norbert J. Jobst, Stavros A. Zenios

Eur. J. Oper. Res., 2005

Estimation of asset demands by heterogeneous agents.

Rita Laura D'Ecclesia, Stavros A. Zenios

Eur. J. Oper. Res., 2005

Risk factor analysis and portfolio immunization in the corporate bond market.

Marida Bertocchi, Rosella Giacometti, Stavros A. Zenios

Eur. J. Oper. Res., 2005

24. Optimization Models for Structuring Index Funds.

Stavros A. Zenios

Proceedings of the Applications of Stochastic Programming, 2005

2004

Computation of feasible portfolio controlstrategies for an insurance company using a discrete time asset/liability model.

C. Frangos, Stavros A. Zenios, Y. Yavin

Math. Comput. Model., 2004

www.Personal_Asset_Allocation.

Andrea Consiglio, Flavio Cocco, Stavros A. Zenios

Interfaces, 2004

2001

Integrated simulation and optimization models for tracking international fixed income indices.

Andrea Consiglio, Stavros A. Zenios

Math. Program., 2001

1999

High-performance computing in finance: The last 10 years and the next.

Stavros A. Zenios

Parallel Comput., 1999

Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models.

Andrea Consiglio, Stavros A. Zenios

Oper. Res., 1999

Benchmarks of the Efficiency of Bank Branches.

Christiana V. Zenios, Stavros A. Zenios, Kostas Agathocleous, Andreas C. Soteriou

Interfaces, 1999

Using data envelopment analysis for costing bank products.

Andreas C. Soteriou, Stavros A. Zenios

Eur. J. Oper. Res., 1999

Scalable parallel computations forlarge-scale stochastic programming.

Hercules Vladimirou, Stavros A. Zenios

Ann. Oper. Res., 1999

Scenario modeling for the management ofinternational bond portfolios.

Andrea Beltratti, Andrea Consiglio, Stavros A. Zenios

Ann. Oper. Res., 1999

1998

An interior point method with Bregman functions for the variational inequality problem with paramonotone operators.

Yair Censor, Alfredo N. Iusem, Stavros A. Zenios

Math. Program., 1998

1997

Scalable Parallel Benders Decomposition for Stochastic Linear Programming.

Søren S. Nielsen, Stavros A. Zenios

Parallel Comput., 1997

A Scalable Parallel Interior Point Algorithm for Stochastic Linear Programming and Robust Optimization.

Dafeng Yang, Stavros A. Zenios

Comput. Optim. Appl., 1997

1996

A stochastic programming model for funding single premium deferred annuities.

Søren S. Nielsen, Stavros A. Zenios

Math. Program., 1996

Solving multistage stochastic network programs on massively parallel computers.

Søren S. Nielsen, Stavros A. Zenios

Math. Program., 1996

Massively Parallel Computations in Finance.

Stavros A. Zenios

Proceedings of the Applications on Advanced Architecture Computers, 1996

1995

Data Parallel Quadratic Programming on Box-Constrained Problems.

Mike McKenna, Jill P. Mesirov, Stavros A. Zenios

SIAM J. Optim., 1995

Parallelization Strategies of a Row-action Method for Multicommodity Network Flow Problems.

Yair Censor, Emmanuel D. Chajakis, Stavros A. Zenios

Parallel Algorithms Appl., 1995

Robust Optimization of Large-Scale Systems.

John M. Mulvey, Robert J. Vanderbei, Stavros A. Zenios

Oper. Res., 1995

The Productivity of Financial Intermediation and the Technology of Financial Product Management.

Martin R. Holmer, Stavros A. Zenios

Oper. Res., 1995

Asset/liability management under uncertainty for fixed-income securities.

Stavros A. Zenios

Ann. Oper. Res., 1995

Preface.

Hercules Vladimirou, Stavros A. Zenios, Roger J.-B. Wets

Ann. Oper. Res., 1995

1994

A data-level parallel linear-quadratic penalty algorithm for multicommodity network flows.

Mustafa Ç. Pinar, Stavros A. Zenios

ACM Trans. Math. Softw., 1994

On Smoothing Exact Penalty Functions for Convex Constrained Optimization.

Mustafa Ç. Pinar, Stavros A. Zenios

SIAM J. Optim., 1994

Parallel Factorization of Structured Matrices Arising in Stochastic Programming.

Elizabeth R. Jessup, Dafeng Yang, Stavros A. Zenios

SIAM J. Optim., 1994

On the Scalability of Data-Parallel Decomposition Algorithms for Stochastic Programs.

Ruijin Qi, Stavros A. Zenios

J. Parallel Distributed Comput., 1994

Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities.

Kenneth J. Worzel, Christiana Vassiadou-Zeniou, Stavros A. Zenios

Oper. Res., 1994

Data parallel computing for network-structured optimization problems.

Stavros A. Zenios

Comput. Optim. Appl., 1994

1993

A Comparative Study of Parallel Decompositions for Multicommodity Flow Problems.

Mustafa Ç. Pinar, Stavros A. Zenios

Parallel Algorithms Appl., 1993

A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems.

Søren S. Nielsen, Stavros A. Zenios

Oper. Res., 1993

Massively Parallel Proximal Algorithms for Solving Linear Stochastic Network Programs.

Søren S. Nielsen, Stavros A. Zenios

Int. J. High Perform. Comput. Appl., 1993

Proximal minimizations with <i>D</i>-functions and the massively parallel solution of linear network programs.

Søren S. Nielsen, Stavros A. Zenios

Comput. Optim. Appl., 1993

Mean-absolute deviation portfolio optimization for mortgage-backed securities.

Stavros A. Zenios, Pan Kang

Ann. Oper. Res., 1993

A model for portfolio management with mortgage-backed securities.

Stavros A. Zenios

Ann. Oper. Res., 1993

1992

Parallel Block-Partitioning of Truncated Newton for Nonlinear Network Optimization.

Stavros A. Zenios, Mustafa Ç. Pinar

SIAM J. Sci. Comput., 1992

Data structures for network algorithms on massively parallel architectures.

Søren S. Nielsen, Stavros A. Zenios

Parallel Comput., 1992

Parallel Decomposition of Multicommodity Network Flows Using a Linear-Quadratic Penalty Algorithm.

Mustafa Ç. Pinar, Stavros A. Zenios

INFORMS J. Comput., 1992

Massively Parallel Algorithms for Singly Constrained Convex Programs.

Søren S. Nielsen, Stavros A. Zenios

INFORMS J. Comput., 1992

Parallel Decomposition of multicommodity Flow Problems using Coercion Methods.

Ruijin Qi, Stavros A. Zenios

Proceedings of the Computer Science and Operations Research, 1992

Naval personnel Assignment: an Application of linear-quadratic penalty Methods.

Mustafa Ç. Pinar, Stavros A. Zenios

Proceedings of the Computer Science and Operations Research, 1992

Preface.

Osman Balci, Ramesh Sharda, Stavros A. Zenios

Proceedings of the Computer Science and Operations Research, 1992

1991

Massively Parallel Row-Action Algorithms for Some Nonlinear Transportation Problems.

Stavros A. Zenios, Yair Censor

SIAM J. Optim., 1991

On the Fine-Grain Decomposition of Multicommodity Transportation Problems.

Stavros A. Zenios

SIAM J. Optim., 1991

Synchronous and asynchronous implementations of relaxation algorithms for nonlinear network optimization.

Emmanuel D. Chajakis, Stavros A. Zenios

Parallel Comput., 1991

On the Massively Parallel Solution of the Assignment Problem.

Joel Wein, Stavros A. Zenios

J. Parallel Distributed Comput., 1991

Financial Simulations On a Massively Parallel Connection Machine.

James M. Hutchinson, Stavros A. Zenios

Int. J. High Perform. Comput. Appl., 1991

An Investigation of the Effect of Problem Structure on Stochastic Programming Algorithms.

Søren S. Nielsen, Stavros A. Zenios

Proceedings of the Fifth SIAM Conference on Parallel Processing for Scientific Computing, 1991

On a Massively Parallel e-Relaxization Algorithm for Linear Transformation Problems.

Xiaoye S. Li, Stavros A. Zenios

Proceedings of the International Conference on Parallel Processing, 1991

On the Massively Parallel Solution of Linear Network Flow Problems.

Søren S. Nielsen, Stavros A. Zenios

Proceedings of the Network Flows And Matching, 1991

1990

Integrating network optimization capabilities into a high-level modeling language.

Stavros A. Zenios

ACM Trans. Math. Softw., 1990

A Comparative Study of Algorithms for Matrix Balancing.

Michael H. Schneider, Stavros A. Zenios

Oper. Res., 1990

Matrix Balancing on a Massively Parallel Connection Machine.

Stavros A. Zenios

INFORMS J. Comput., 1990

1989

Bibliographic Section.

Vukan R. Vuchic, Stavros A. Zenios

Transp. Sci., 1989

Balancing large social accounting matrices with nonlinear network programming.

Stavros A. Zenios, Arne Drud, John M. Mulvey

Networks, 1989

OR Practice - Large-Scale Nonlinear Network Models and Their Application.

Ron S. Dembo, John M. Mulvey, Stavros A. Zenios

Oper. Res., 1989

Parallel Numerical Optimization: Current Status and an Annotated Bibliography.

Stavros A. Zenios

INFORMS J. Comput., 1989

An Optimal Parallel Implementation of a Quadratic Transportation Algorithm.

Mike McKenna, Stavros A. Zenios

Proceedings of the Fourth SIAM Conference on Parallel Processing for Scientific Computing, 1989

1988

A distributed algorithm for convex network optimization problems.

Stavros A. Zenios, John M. Mulvey

Parallel Comput., 1988

Vectorization and multitasking of nonlinear network programming algorithms.

Stavros A. Zenios, John M. Mulvey

Math. Program., 1988

The connection machines CM-1 and CM-2: solving nonlinear network problems.

Stavros A. Zenios, Robert Lasken

Proceedings of the 2nd international conference on Supercomputing, 1988

1987

Nonlinear programming on generalized networks.

David P. Ahlfeld, John M. Mulvey, Ron S. Dembo, Stavros A. Zenios

ACM Trans. Math. Softw., 1987

1986

Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP.

Stavros A. Zenios, John M. Mulvey

Oper. Res., 1986

Nonlinear network programming on a vector supercomputer (abstract).

Stavros A. Zenios, John M. Mulvey

Proceedings of the 14th ACM Annual Conference on Computer Science, 1986